The name is absent



LIITE 5, FOX-INDEKSIN JA FOX-INDEKSITERMIININ TUOTTOJEN

Autokorrelaatiofunktioiden kuvaajat

Kuviossa L5.1a on esitetty FOX-indeksin tuottojen autokorrelaatiofonktion kuvaaja aikavalilla
28.2,1997-7.4.1997 ja kuviossa L5. Ib aikavalilla 2.1.1997-31.12.1997.

Kuvio L5.1a

LYHYTF

Confidence Urrfts

^Coefficient

Lag Mrrber


Kuvio L5.1 b


Coefficient = viiveeseen (Lag Number) Iiittyva autokorrelaatiokerroin
Confidence limits = 5 prosentin merkitsevyysrajat

Kuviossa L 5.2a on esitetty FOX-indeksitermiinin tuottojen autokorrelaatiofunktion kuvaaja aikavalilla
28,2.1997-7.4.1997 ja kuviossa L 5.2b aikavalilla 2.1.1997-26.6.1997.

Kuvio L5.2b


pitkater


Kuvio L 5.2a

LYHTERM

123456789 10

Lag Mnrber


Ccrfidence Linrfts

SSCoefficiert

Lag NLrrber




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